mGARCHroll-class

High-level multivariate GARCH roll class.

classes

Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

Alexios Ghalanos

rmgarch

Multivariate GARCH Models

Alexios Galanos

mGARCHroll-class function

A virtual class: no objects may be created from it.

Objects from the Class

Class <code>GARCHroll</code> object from the rugarch package, directly.\
Class <code>rGARCH</code> object from the rugarch package, by class <code>GARCHroll</code>, distance 2.

Extends

No methods defined with class "mGARCHroll" in the signature.

mGARCHroll-class: Class: Multivariate GARCH Roll Class

Description

Arguments

Objects from the Class

Extends

Methods

Author